Methane hydrate, called as "fiery ice", is expected to be a fruitful natural resource, at the same time, methane is rather effective greenhouse gas than carbon dioxide. In order to develop the techniques for practical using methane hydrate, understanding on basic properties such as stability and structural changes under high pressure of methane hydrate are indispensable. In this research, high-pressure experiments were performed in the pressure range from 0.1 MPa to 86 GPa using diamond anvil cell, to clarify the changes in structure and hydration number of methane hydrate and also to provide the knowledge to developing new technique for gas hydrate reservoir. The in-situ X-ray difrractmetry (XRD), Raman spectroscopy, and optical microscopy revealed several structural changes. The initial structure of methane hydrate (MH-sI) became a hexagonal structure (MH-sH) at approximately 1.0 GPa and was further transformed into an orthorhombic filled ice I_h, structure (MH-ice I_hi,) at 2.0 GPa, as has previously been observed. The MH-ice I_h, survived up to 42 GPa. On the other hand, the other gas hydrates decomposed into ice VII and solid phases of guest gas components below 5 to 6 GPa. The main reason for the characteristic stability of methane hydrate was examined to be due to attractive interaction between methane molecules and between methane molecules and water molecules of the framework. Above 42 GPa, MH-ice I_h changed to further high-pressure structure, however the detail structural analysis could not made because of broadness of the XED pattern.